#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Times;
using Cephei.QL.Termstructures;
using Cephei.QL.Indexes;
using Cephei.QL;
using Cephei.QL.Instruments;
namespace Cephei.QL.Indexes.Swap
{
    /// <summary> 
	/// ! %EUR %Libor %Swap indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. Annual 30/360 vs 6M Libor, 1Y vs 3M Libor. For more info see <http://www.ifrmarkets.com>.
	/// </summary>
    [Guid ("8987CCCA-4119-41fc-B4F2-8B727814938D"),ComVisible(true)]
	public interface IEurLiborSwapIfrFix : Cephei.QL.Indexes.ISwapIndex
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
    }   

    /// <summary> 
	/// ! %EUR %Libor %Swap indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. Annual 30/360 vs 6M Libor, 1Y vs 3M Libor. For more info see <http://www.ifrmarkets.com>. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IEurLiborSwapIfrFix_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IEurLiborSwapIfrFix Create (Cephei.QL.Times.IPeriod tenor, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Termstructures.IYieldTermStructure> h);
        /// <summary> 
		/// 
		/// </summary>
	    IEurLiborSwapIfrFix Create (Cephei.QL.Times.IPeriod tenor, Cephei.QL.Termstructures.IYieldTermStructure forwarding, Cephei.QL.Termstructures.IYieldTermStructure discounting);
    }
}

